Senior Risk Modelling Specialist
6 dni temu
Job Summary:
We're looking for an experienced Senior Risk Modelling Specialist to join our team at dotCommunity Sp z o. o. As a key member of our analytics team, you'll be responsible for designing and implementing advanced risk models to support our business operations.
About the Role:
- Develop and maintain complex models to assess risk metrics and create prepayment/pipeline models for mortgage products.
- Collaborate with cross-functional teams to contribute to the development of the One Treasury Platform and other Global Finance Analytics pillars.
- Work closely with Financial Engineering and IT teams to design, build, and test models supporting the Markets Treasury business.
- Conduct impact assessments, model validation, and documentation of changes for internal and external use.
- Ensure models are fit-for-purpose and meet regulatory requirements.
- Responsible for Model Life Cycle management, including development, testing, documentation, ongoing assessment, and validation.
- Coordinate projects to ensure consistency across sites and identify areas for efficiency improvements, automation, and enhanced controls.
Requirements:
- A strong academic background in a quantitative field such as Mathematics, Data Science, Econometrics, Engineering, Physics.
- A solid background in Python programming, preferably in large-scale financial or technical computations.
- At least 3 years of relevant experience in analytics, preferably in Risk Modelling, Stress Testing, Forecasting, etc., for a Banking organization.
- An open personality and effective communication skills, including experience speaking to technical and business audiences and working globally.
What We Offer:
- Annual performance-based bonus
- Additional bonuses for recognition awards
- Multisport card
- Private medical care
- Life insurance
- One-time reimbursement of home office set-up (up to 800 PLN)
- Monthly financial perk for Internet usage
- Corporate parties & events
- CSR initiatives
- Nursery discounts
- Financial support with trainings and education
- and more
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